Combining non‐cointegration tests
Work
Year: 2012
Type: article
Abstract: The local power of many popular non‐cointegration tests has recently been shown to depend on a certain nuisance parameter. Depending on the value of that parameter, different tests perform best. This ... more
Source: Journal of Time Series Analysis
Authors Christian Bayer, Christoph Hanck
Cites: 39
Cited by: 587
Related to: 10
FWCI: 15.74
Citation percentile (by year/subfield): 99.99
Domain: Social Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: green